+337.7%
SHW vs TTMI
+394.2%
-56.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.2% |
| 7D | +1.9% | +11.4% | -9.5% | +0.1% |
| 30D | +8.1% | -28.3% | +36.4% | +11.5% |
| 3M | -2.8% | -46.7% | +43.9% | +4.5% |
| 6M | +15.0% | -56.1% | +71.2% | +25.4% |
| YTD | +9.0% | +7.4% | +1.6% | -3.8% |
| 1Y | +4.5% | +17.4% | -12.9% | -10.5% |
| 3Y | +41.9% | +429.1% | -387.3% | -20.8% |
| 5Y | +10.7% | +418.8% | -408.0% | -39.9% |
| All | +337.7% | +394.2% | -56.5% | +121.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TTMI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling